CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	0.7501	0.7499	-0.0002	0.0%	0.7458
High	0.7535	0.7501	-0.0035	-0.5%	0.7499
Low	0.7469	0.7442	-0.0028	-0.4%	0.7421
Close	0.7499	0.7464	-0.0035	-0.5%	0.7495
Range	0.0066	0.0059	-0.0007	-10.6%	0.0078
ATR	0.0057	0.0057	0.0000	0.3%	0.0000
Volume	93,007	71,502	-21,505	-23.1%	392,413

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7614	0.7496
R3	0.7587	0.7555	0.7480
R2	0.7528	0.7528	0.7474
R1	0.7496	0.7496	0.7469	0.7482
PP	0.7469	0.7469	0.7469	0.7462
S1	0.7437	0.7437	0.7458	0.7423
S2	0.7410	0.7410	0.7453
S3	0.7351	0.7378	0.7447
S4	0.7292	0.7319	0.7431

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7677	0.7537
R3	0.7626	0.7599	0.7516
R2	0.7549	0.7549	0.7509
R1	0.7522	0.7522	0.7502	0.7535
PP	0.7471	0.7471	0.7471	0.7478
S1	0.7444	0.7444	0.7487	0.7458
S2	0.7394	0.7394	0.7480
S3	0.7316	0.7367	0.7473
S4	0.7239	0.7289	0.7452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7535	0.7424	0.0111	1.5%	0.0056	0.8%	36%	False	False	76,584
10	0.7542	0.7421	0.0121	1.6%	0.0054	0.7%	35%	False	False	79,664
20	0.7542	0.7399	0.0143	1.9%	0.0054	0.7%	45%	False	False	74,449
40	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	67%	False	False	70,796
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	67%	False	False	52,764
80	0.7571	0.7231	0.0341	4.6%	0.0062	0.8%	68%	False	False	39,640
100	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	73%	False	False	31,758
120	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	51%	False	False	26,499

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7751
2.618	0.7655
1.618	0.7596
1.000	0.7560
0.618	0.7537
HIGH	0.7501
0.618	0.7478
0.500	0.7471
0.382	0.7464
LOW	0.7442
0.618	0.7405
1.000	0.7383
1.618	0.7346
2.618	0.7287
4.250	0.7191

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	0.7471	0.7488
PP	0.7469	0.7480
S1	0.7466	0.7472

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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